Head gasket leaks directly to the outside of the block aren't unknown in B-series Mazda engines, 323 or Miata. I'd certainly retorque the head gaskets, a practice I use, and advocate on
miata.net, for several issues. Any serious overheat in my Miatas results in a head gasket retorque before the engine is even started again. I detorque each bolt to about half spec torque, (NOT loose, in hopes the head gasket isn't pulled apart by un needed head movement.) loosened in reverse staged torque of the stages for installing head bolts. Then I retorque by factory manual protocols, 2 or 3 stages of torque, in the prescribed pattern of the bolts, depending on how loose the head bolts got.
I'm of the opinion many head gasket fails are not at or during the overheat, when hot parts are expanded thermally, but on the next cold start, when stretched head bolts, crushed gasket, or 'other', result in inadequate bolt clamp on the gasket, and the leak then occurs. I've retorqed suspect head gaskets (from definite or probable pegging of temp needle) 3 times now, and the engines were/are not losing as much coolant as at their worst, and less than the OP's GTX.
UV dye technology for finding active leaks is available in products for both coolant systems, and for oil leaks, if my study is correct. Many kits come with a small UV flashlight. If not, they are cheap online. I haven't seen an exterior head gasket leak (others do post of them), but have found and fixed several small leaks at radiator cracks (New Amazon radiator), or pinhole leaks in aging coolant hoses, particularly the often CAS Oring fail oiled hoses from head to heater, and Return hose from heater to water pump manifold. These probably get both oiling, and more heat, than the rest of the hoses. Rubber hoses do not long survive engine oil anointment. One of my GTXs had a leak I never fixed, the hose from the Oil Cooler, to the Throttle body area, largely due to the extreme difficulty accessing the hose. Now, I'd pull the intake manifold, and make things easy on myself. My GTXs were very much my education in real wrenching, the Miatas since continued teaching me.
Finding pinhole leaks requires a hot engine, or a coolant system pressure test radiator cap, and air pump. Auto parts stores often 'loan' these kits with a variety of radiator cap seat adaptors. Mazda doesn't seem to be in many, and the kits are predatorily priced at retail. (Parts are 'loaned' by charging on your CC, charge is voided if the part/kit comes back in good shape.) These might be a DIY tool, by putting a Schrader Valve in a spare cap, plumbing a pressure gauge somewhere, and any air pump. The bike world offers very cheap 'shock pumps', for setting air pressure in modern high tech mountain bike rear suspension shocks, and front suspension forks.. Which are well past all but the very newest car shocks. Shock pumps suffer for our purpose in being aimed at over 10PSI, sometimes well over that. Bike and car hand pumps, and 12 electrical (plug into cigar lighters) emergency pumps come with more relevant pressure gauges, being in normal tire pressure range. Up to 60lbs, maybe more. A coolant test doesn't need to go above the release pressure of the current radiator cap, .9-1.1 bar, in the 14-15lb range. If risking hoses doesn't bother you, pinhole leak spray clouds can be forced to be more visible with higher pressures. I prefer hot parts, as not only metal, but rubber hoses act differently at elevated coolant temps. Try cold, run the engine to at least normal running temps (195-207ºF) if no leaks are spotted at ambient temps. Replacing a head gasket, and finding later the leak was in a $20 hose will be irritating, and expensive.
I've found the spray of pinhole leaks, and drips from not-spraying oozing leaks, are best seen in a Dark environment, and a single strong light beam. Both liquid spray and wet drip reflections show best with a Dark background, and a single light source, preferably close to the observer's viewpoint. Alternate light directions may show what a near-coaxial beam to vision path won't.
I found a leaking rear piston seal on a clutch master cylinder (leaks off the back of the cylinder, Inside the firewall, on Miatas, I'm not remembering the GTX details, same master as GTXs?) when, face and flashlight under the dash made the sparkle of the light's reflection in a building drop of hydraulic fluid visible. The Miata has a double floor under the footwell and half way up the firewall, with an open top. The leak had at least half a can of brake fluid in the hidden floor compartment. The carpet wasn't wetted, and no trail down the firewall. The car went to the crusher with the fluid still in the floor, but the clutch worked another 20k miles once a good master cylinder was swapped in.